| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,053.0 |
3,047.0 |
-6.0 |
-0.2% |
3,028.0 |
| High |
3,054.0 |
3,059.0 |
5.0 |
0.2% |
3,060.0 |
| Low |
3,012.0 |
3,027.0 |
15.0 |
0.5% |
3,001.0 |
| Close |
3,033.0 |
3,045.0 |
12.0 |
0.4% |
3,045.0 |
| Range |
42.0 |
32.0 |
-10.0 |
-23.8% |
59.0 |
| ATR |
49.6 |
48.4 |
-1.3 |
-2.5% |
0.0 |
| Volume |
1,107,195 |
664,686 |
-442,509 |
-40.0% |
3,439,924 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,139.7 |
3,124.3 |
3,062.6 |
|
| R3 |
3,107.7 |
3,092.3 |
3,053.8 |
|
| R2 |
3,075.7 |
3,075.7 |
3,050.9 |
|
| R1 |
3,060.3 |
3,060.3 |
3,047.9 |
3,052.0 |
| PP |
3,043.7 |
3,043.7 |
3,043.7 |
3,039.5 |
| S1 |
3,028.3 |
3,028.3 |
3,042.1 |
3,020.0 |
| S2 |
3,011.7 |
3,011.7 |
3,039.1 |
|
| S3 |
2,979.7 |
2,996.3 |
3,036.2 |
|
| S4 |
2,947.7 |
2,964.3 |
3,027.4 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,212.3 |
3,187.7 |
3,077.5 |
|
| R3 |
3,153.3 |
3,128.7 |
3,061.2 |
|
| R2 |
3,094.3 |
3,094.3 |
3,055.8 |
|
| R1 |
3,069.7 |
3,069.7 |
3,050.4 |
3,082.0 |
| PP |
3,035.3 |
3,035.3 |
3,035.3 |
3,041.5 |
| S1 |
3,010.7 |
3,010.7 |
3,039.6 |
3,023.0 |
| S2 |
2,976.3 |
2,976.3 |
3,034.2 |
|
| S3 |
2,917.3 |
2,951.7 |
3,028.8 |
|
| S4 |
2,858.3 |
2,892.7 |
3,012.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,060.0 |
3,001.0 |
59.0 |
1.9% |
36.6 |
1.2% |
75% |
False |
False |
899,047 |
| 10 |
3,066.0 |
3,001.0 |
65.0 |
2.1% |
41.4 |
1.4% |
68% |
False |
False |
976,868 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
50.3 |
1.7% |
76% |
False |
False |
1,165,946 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
44.7 |
1.5% |
75% |
False |
False |
1,042,833 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.1 |
1.5% |
75% |
False |
False |
1,020,231 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
42.8 |
1.4% |
75% |
False |
False |
768,672 |
| 100 |
3,102.0 |
2,740.0 |
362.0 |
11.9% |
42.4 |
1.4% |
84% |
False |
False |
616,117 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
44.8 |
1.5% |
87% |
False |
False |
515,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,195.0 |
|
2.618 |
3,142.8 |
|
1.618 |
3,110.8 |
|
1.000 |
3,091.0 |
|
0.618 |
3,078.8 |
|
HIGH |
3,059.0 |
|
0.618 |
3,046.8 |
|
0.500 |
3,043.0 |
|
0.382 |
3,039.2 |
|
LOW |
3,027.0 |
|
0.618 |
3,007.2 |
|
1.000 |
2,995.0 |
|
1.618 |
2,975.2 |
|
2.618 |
2,943.2 |
|
4.250 |
2,891.0 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,044.3 |
3,042.0 |
| PP |
3,043.7 |
3,039.0 |
| S1 |
3,043.0 |
3,036.0 |
|